+812.6%
PH vs WWD
+479.8%
+332.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | 0.0% | +0.6% | -0.6% | -0.4% |
| 30D | -10.3% | -5.1% | -5.2% | -7.7% |
| 3M | +5.1% | -11.2% | +16.3% | +11.5% |
| 6M | +2.3% | -12.0% | +14.3% | +8.5% |
| YTD | +8.7% | +12.0% | -3.3% | -1.0% |
| 1Y | +26.8% | +42.8% | -16.0% | -1.4% |
| 3Y | +139.2% | +168.9% | -29.8% | +22.5% |
| 5Y | +251.1% | +192.2% | +58.9% | +65.2% |
| 10Y | +812.6% | +495.3% | +317.3% | +165.3% |
| All | +812.6% | +479.8% | +332.8% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling